-66.9%
SE vs DGX
+59.5%
-126.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -4.8% | -3.5% | -1.3% | -3.8% |
| 30D | -18.1% | -2.7% | -15.4% | -17.5% |
| 3M | +30.6% | +13.9% | +16.7% | +25.5% |
| 6M | +20.8% | +16.0% | +4.7% | +15.1% |
| YTD | -15.6% | +34.9% | -50.5% | -23.8% |
| 1Y | -44.2% | +30.6% | -74.8% | -49.3% |
| 3Y | +181.5% | +93.0% | +88.6% | +105.7% |
| 5Y | -66.9% | +64.4% | -131.3% | -74.6% |
| All | -66.9% | +59.5% | -126.4% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling